Definition 1.3 (Jeffreys divergence [1]})
The Jeffreys divergence \(D_J[p\Vert q]:\mathcal {P}\times \mathcal {P}\rightarrow [0,\infty ]\)  is defined between two Radon–Nikodym densities \(p\)  and \(q\)  of \(\mu \) -absolutely continuous probability measures by
\(D_J[p\Vert q] D_{KL}[p\Vert q] + D_{KL}[q\Vert p].\) 

